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stieltjes integral

Fremen · 2008-04-12 19:40:49

Just trying to remember some fairly old-school maths. Can anyone think of a geometric interpretation for the riemann-stieltjes integral, i.e. Integral(f(x)d(g(x))) Obviously you can express it as Integral(f*(dg/dx)*dx) if g is differentiable, but is there a more intuitive way to see it?

12-04-2008 7:40pm

#1

Fremen

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Just trying to remember some fairly old-school maths. Can anyone think of a geometric interpretation for the riemann-stieltjes integral, i.e.

Integral(f(x)d(g(x)))

Obviously you can express it as Integral(f*(dg/dx)*dx) if g is differentiable, but is there a more intuitive way to see it?

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